The invention discloses a fusion protein gene and an engineering bacterium as well as application of the fusion protein gene and the engineering bacterium in preparing 9 alpha-hydroxy-androstenedione. The fusion protein gene comprises a gene for encoding 3-sterone-9 alpha-hydroxylase and a gene for encoding a flavin domain in a cytochrome P450 BM-3 enzyme. The 3-sterone-9 alpha-hydroxylase is subjected to heterologous expression in escherichia coli, the 3-sterone-9 alpha-hydroxylase and the flavin domain of the cytochrome P450 BM-3 enzyme are subjected to fusion expression through a gene recombination technology, and a fusion protein KshA-P450 is obtained; the recombined engineering bacterium containing the fusion protein is used for catalyzing a substrate androstenedione to prepare the 9 alpha-hydroxy-androstenedione, so that not only is the specific activity improved, but also the conversion rate is improved at the same time.